Historical Options Data
The premier provider of quality historical option price data, tools,
and analytics for institutional investors and academics worldwide.
Worldwide Option Price &
Implied Volatilities Daily
Precise end-of-day prices for options, calculated implied volatilities, and greeks
from financial markets across the globe.
Data to Assess Profitable Investment
Strategies & Risk
Backtest, evaluate risk, and perform advanced research on investment strategies
with options or futures options data.
Accurate, Reliable Options Data for Informed
Options Strategies
OptionMetrics provides the highest quality and most comprehensive historical options data on the market today. Leading investment and academic institutions worldwide rely on the accuracy of our options data to measure volatility, assess risk, and analyze investment strategies.
Who We Serve
Why OptionMetrics?
Comprehensive Coverage
Complete historical end-of-day data, from 1996 onward for US equity and index options. Daily high, low, closing prices; interest rates, dividend, corporate action information.
Accurate Calculations
Implied volatility and delta, gamma, vega, theta option sensitivities. European and American models. Standardized constant-maturity volatility surface.
Continuous Time Series
Handles underlying symbol changes, dividend payments, and split/spinoff adjustments automatically.
Daily Updates
Updated daily to incorporate new end-of-day prices in equity and option exchanges. Data is always current, ready to use.
Global Markets
The most accurate daily option prices, implied volatility, and Greek calculations for North America, Europe, and Asia-Pacific.
Customer Support
Dedicated support during work hours (EST). 24X7 access for urgent issues, step-by-step installation guides, and reference manuals.
Explore our Historical Equities & Futures
Data Products for Global Markets
OptionMetrics IvyDB databases are the industry standard for historical option prices and implied volatility data. IvyDB databases offer accurate end-of-day prices for options along with correctly calculated IV and greeks to evaluate risk models, backtest trading strategies, perform sophisticated research.
IvyDB Futures provides historical price data on liquid optionable US exchange-traded futures. IvyDB Futures can be used to evaluate risk models, test trading strategies, perform empirical and econometric research on US futures option markets.
IvyDB Signed Volume offers daily data on detailed option trading volume. Gain key insights into option market order flows and participant activity. Better understand buy/sell pressure to improve your research.
IvyDB Beta offers implied betas for the top 500 SPY constituents and market capitalization single-name US securities for factor investing. Gain insights into the options market's perception of systematic risk for equities.
Download the Latest Whitepapers & Research
Get the latest analysis, research, and charts on futures and options trading and investment strategies.
The Latest News & Events
OptionMetrics IvyDB Implied Dividend Data Product Projects US Security Implied Dividends Two Years into Future Using Options Sentiment
OptionMetrics is pleased to announce the release of IvyDB Implied Dividend. This new dataset uses options pricing data to provide forward-looking dividend projections for optionable single-name securities in the US, two years into the future. This forward looking dividend data ...
Read moreFutures: Not All Price Series Are the Same!
Not all continuous futures prices series are the same. Depending on how they are constructed, misleading analysis may result. In this month’s blog, Brett Friedman reviews different price curve method. Read Full Blog Here
Read moreStock Options Perspective with Garrett DeSimone, PhD
OptionMetrics' Head Quant Garrett DeSimone is featured on The Quant/Financial Engineering Podcast with Professor Zoro of Lehigh University discussing tail hedging, out-of-the-money puts, fat tails, and long-term options. Listen to Podcast Here.
Read moreA Legacy of Dependability & Quality
For over two decades, OptionMetrics has offered the highest quality comprehensive historical options data to academics, quantitative analysts, hedge funds, and others worldwide, from our headquarters in New York City. Our US product tracks every strike and expiration on over 10,000 underlying stocks and indices since 1996, and our European, Asian-Pacific, Canadian, and Global Indices databases provide over a decade of comprehensive options data from each financial market. Today, 300+ corporate, institutional investors, and universities worldwide leverage our end-of-day options data, calculated implied volatilities and greeks, futures data, and in-depth analytics to backtest investment strategies, analyze portfolios, assess risk, and study financial markets.
Thought Leadership Delivered
Evaluate Strategies & Assess Risk
OptionMetrics provides the gold standard in comprehensive historical options data for financial markets worldwide. Leading institutional investment and academic institutions around the globe depend on the accuracy of our data to measure volatility, assess risk, and analyze investment strategies – and we deliver.